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Common Stock Warrants (Tables)
3 Months Ended
Mar. 31, 2022
Common Stock Warrants Text Block [Abstract]  
Schedule of company's warrant activity
Warrant Issuance  Issuance  Exercise
Price
   Outstanding,
December 31,
2021
   Granted   Exercised   Canceled/
Expired
   Variable
Settlement
Provision
Adjustment
   Outstanding,
March 31,
2022
   Expiration
Preferred A Placement Warrants  March and April 2018 and August 2019  $1.40    293,042        
            293,042   March and April 2023
Preferred A Lead Investor Warrants  February 2021  $0.0125    52,500                    52,500   March 2023
Preferred B Placement Warrants  April 2019  $2.10    463,798                    463,798   April 2024
Convertible Notes Placement Warrants  August 2020  $2.57    171,830                    171,830   August 2025
Underwriter Warrants  March 2021  $6.00    956,973                    956,973   March 2026
            1,938,143                    1,938,143    

 

Warrant Issuance  Issuance  Exercise
Price
   Outstanding,
December 31,
2020
   Granted   Exercised   Canceled/
Expired
   Variable Settlement Provision Adjustment   Outstanding,
March 31,
2021
   Expiration
Preferred A Placement Warrants  March and April 2018
and August 2019
  $1.40    242,847                50,195    293,042   March and April 2023
Preferred A Lead Investor Warrants  February 2021  $0.0125        52,500                52,500   March 2023
Preferred B Placement Warrants  April 2019  $2.10    414,270                49,528    463,798   April 2024
Convertible Notes Placement Warrants  August 2020  $2.57    214,050            (42,220)       171,830   August 2025
Underwriter Warrants  March 2021  $6.00        956,973                956,973   March 2026
            871,167    1,009,473        (42,220)   99,723    1,938,143    

 

Schedule of changes in fair value of the outstanding warrants
Warrant Issuance  Warrant liability,
December 31,
2020
   Fair value of
warrants granted
   Fair value of
warrants exercised
   Change in fair
value of warrants
   Reclassified to
additional paid-in
capital
   Warrant liability,
March 31, 2021
 
Preferred A Placement Warrants  $518   $
          —
   $
        —
   $575   $(1,093)  $
           —
 
Preferred B Placement Warrants   708    
    
    800    (1,508)   
 
Convertible Notes Placement Warrants   323    
    
    206    (529)   
 
   $1,549   $
   $
   $1,581   $(3,130)  $
 

 

Schedule of black-scholes option pricing model assumptions
   Black-Scholes Fair Value Assumptions at IPO Date 
Warrant Issuance  Dividend
Yield
   Expected
Volatility
   Risk-Free
Interest
Rate
   Expected
Life
 
Preferred A Placement Warrants   
          –
%   59.21%   0.14%   2.0 years 
Preferred B Placement Warrants   
%   58.51%   0.30%   3.0 years 
Convertible Note Placement Warrants   
%   52.28%   0.82%   4.4 years 

 

Schedule of fair value at issuance for warrants
   Black-Scholes Fair Value Assumptions
Warrant Issuance  Issuance
Date
  Fair
Value (in ooo’s)
   Dividend
Yield
   Expected
Volatility
   Risk-Free
Interest
Rate
   Expected
Life
Underwriter Warrants  March 2021  $2,349    
%   52.58%   0.82%  5.0 years